I'm wondering if some of you known how to resolve this requirement:
I have to define the architecture of an algorithmic trading system (but I'm not an architect, so I'm trying to do my best). I have ...

I'm wondering if there is some standard in the industry about the version of the linux kernel of a computer to run a market data engine on it. (market data engine = connect to brokers, subscribe to ...

There are scores of posts on obtaining historical data for many of the big exchanges, but for some reason there is a gap in sourcing historical data for Canadian exchanges. Short of Yahoo Finance and ...

What are some possible sources to obtain Eurex level 2 historical order book data from?
Unfortunately I have only been able to find 1 source - namely Eurex itself, which charges 2000 Euro/month for ...

We receive daily end-of-day data from a data vendor (i.e. not direct from an exchange) and are comfortable with this.
We are now wanting to receive live data, and after a few enquiries we are feeling ...

Is there an API or APIs similar to the Yahoo! or Quandl APIs, that give the same access to pre and after market data? I know I can scrape the Nasdaq or Yahoo! Finance sites to get a pre/after market ...

Where can I obtain all official real-time and intraday data for exchanges — NASDAQ, NYSE, AMEX, OTC, CME, etc?
I feel like the raw data is out there to be consumed and parsed at no cost (except the ...

I am working on importing some daily data from a public data source as csv format.
The csv convention of the file seems to be that if data is not available for a field, a single white space is used ...

What is the best source for historical EOD data for Indian stock market? The data from Yahoo finance for some companies is not up-to-date and Google finance doesn't provide adjusted close prices. What ...

That is, assuming one has the correct accounts and credentials, is it possible to access reference data (counterparty, trading, and other categories of related meta-data) over the web?
The reason I ...

Where can I find historical data for option prices on a given index ? Ideally I'd like to find for a period of several months
1) historical prices on options on a given index
2) historical prices on ...

Basically all Quant Finance theory is build on No-Arbitrage presumption and Efficient Markets Hypothesis.
The known Grossman-Stiglitz Paradox says: if one can't make money from trading, one wouldn't ...

I need to implement a FAST engine from scratch without using any open source or commercial FAST implementations. The FAST spec does not help much so I am not sure from where to start. Have anyone done ...

I don't need something super complicated, I would just like a quick and dirty way of estimating the correlation coefficients between the revenues of different companies. Information on companies in ...

I have market depth data visualization software, and I want to create a free version for introduction. As far as I know, exchanges allow to distribute their data for free for the end-users, but only ...

I cannot find any vendor that sell the full depth order by order data historically.
I called Euronext and for some sick reason they "have the data" but "do not sell it". Do you guys know where I can ...

If an investor bought a stock, could another private party access that information anywhere? Does the SEC/exchange itself create a real time/ historical record of who holds what stocks, and is that ...

Say I want to buy historically recorded raw feed from an European exchange (say LSE).
Is there a vendor that would sell me this data ?
EDIT: By raw feed I mean the order by order feed (or equivalent) ...

From where can I get a list of historical component lists for the FTSE AIM Index as well as other indices?
I see that there is a page for data sources here, but that page does not contain what I am ...

I am looking at one day of AAPL quotes (3 Dec 2012) from TAQ to examine quote-based high frequency vol estimators. However, I found that a number of exchanges, when quoting noncompetitively, seem to ...